PCA Index Dashboard Examples#
This script was last run at 2024-03-22 20:22:24.179906+00:00 (UTC)
In US/Central Time, this is 2024-03-22 15:22:24.179906-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897050 | -0.474845 | 0.086109 | -0.008620 | 0.545319 | 0.254530 |
| 1997-01-03 | -0.885341 | -0.474845 | -0.155694 | 0.006890 | 0.744902 | 0.205367 |
| 1997-01-06 | -0.881438 | -0.474845 | -0.064266 | -0.016375 | 0.777780 | 0.269316 |
| 1997-01-07 | -0.881438 | -0.454023 | -0.129228 | -0.047395 | 0.837407 | 0.382942 |
| 1997-01-08 | -0.893147 | -0.454023 | -0.022161 | -0.086170 | 0.785442 | 0.496175 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-15 | -0.858019 | -1.495106 | -0.723509 | 1.689732 | 0.831638 | 0.578848 |
| 2024-03-18 | -0.869728 | -1.474284 | -0.733133 | 1.650957 | 0.714347 | 0.682725 |
| 2024-03-19 | -0.881438 | -1.463873 | -0.794486 | 1.658712 | 0.738923 | 0.558628 |
| 2024-03-20 | -0.865825 | -1.401408 | -0.888320 | 1.720752 | 0.828093 | 0.465852 |
| 2024-03-21 | -0.900953 | -1.432641 | -0.902756 | 1.728507 | 0.836714 | 0.472592 |
7192 rows × 6 columns
pc1
DATE
1997-01-02 -0.577614
1997-01-03 -0.683750
1997-01-06 -0.666656
1997-01-07 -0.703025
1997-01-08 -0.672695
...
2024-03-15 -1.581536
2024-03-18 -1.564710
2024-03-19 -1.572418
2024-03-20 -1.596562
2024-03-21 -1.626579
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()